Unable to configure Domains when DNS hosted elsewhere?

[MarvinF]

I have a subdomain I am trying to set up on a Plesk-panel managed box. The primary domain and the DNS are handles on a different box. when I try to set up the domain, it DOES get to the Plesk-managed box but I get
"The reported Server Name (xxx.MAINDOMAIN.com) does not match the authorized zone (this->).!"